1 citations · 3 across the 8 of their papers we have counts for
4 papers · 1 filter
ADAGE: A generic two-layer framework for adaptive agent based modelling
Benjamin Patrick Evans, Sihan Zeng, Sumitra Ganesh +1
Agent-based models (ABMs) are valuable for modelling complex, potentially out-of-equilibria scenarios. However, ABMs have long suffered from the Lucas critique, stating that agent…
Simulate and Optimise: A two-layer mortgage simulator for designing novel mortgage assistance products
Leo Ardon, Benjamin Patrick Evans, Deepeka Garg +3
We develop a novel two-layer approach for optimising mortgage relief products through a simulated multi-agent mortgage environment. While the approach is generic, here the environm…
A Heterogeneous Agent Model of Mortgage Servicing: An Income-based Relief Analysis
Deepeka Garg, Benjamin Patrick Evans, Leo Ardon +5
Mortgages account for the largest portion of household debt in the United States, totaling around $12 trillion nationwide. In times of financial hardship, alleviating mortgage bur…
Learning and Calibrating Heterogeneous Bounded Rational Market Behaviour with Multi-Agent Reinforcement Learning
Benjamin Patrick Evans, Sumitra Ganesh
Agent-based models (ABMs) have shown promise for modelling various real world phenomena incompatible with traditional equilibrium analysis. However, a critical concern is the manua…